I get your general point (yet in one my references that I already posted do not
seem to care about it!) but could you explain that in more detail please? Any
references about this issue in ordered probit would be very useful. Would be
this kind of model easy to program in Stata? As I am not really experienced do
you have any hints in how to do it, is it easier to do it in ml-lf or shall I
modified the ado file of oprobit?
Thanks for your help.
Marcos.
Quoting Stas Kolenikov <[email protected]>:
> you will have identification problems unless the sets of x and z do
> not overlap at all -- and constants would have to be excluded from all
> but one of them, too.
>
> On 4/10/07, [email protected] <[email protected]>
> wrote:
> > Dear All,
> >
> > I am trying to estimate an ordered probit with the cutpoints as function of
> a
> > subset of covariates.
> >
> > Assuming that sigma is one for easy notation, instead of estimating the
> standard
> > probability for outcome j given by:
> > (1) Pr(y=j) = Phi(c_j-xb) - Phi(c_{j-1}-xb)
> >
> > I want to model c_j=f_j(z), where z is a subset of X:
> > (2) Pr(y=j) = Phi(f(z)-xb) - Phi(f_{j-1}(z)-xb)
> >
> > where f(z) could be modelled, for example, as: c_j=c_{j-1}+b*z, so the cut
> > points are funtions of z and have as contant the previous one. I almost
> sure I
> > cannot do that with the command oprobit, so I've been trying to use
> goprobit
> > and gllamm. However, I am not 100% confident that using either of these two
> > commands would do what I want to. My questions are:
> > a) Can I use glamm or goprobit to estimate equation (2)?
> > b) Is it any possibility that changing the ado file of oprobit could
> estimate
> > equation (2) or shall I program a new Maximum likelihood? In this case,
> does
> > anybody have any ML program for oprobit in which I can base to extent it?
> > c) Did anybody come across to same problem?
> >
> > Thank you very much for your help.
> >
> > Any adivice would really welcome.
> >
> > Marcos.
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/support/faqs/res/findit.html
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
>
>
> --
> Stas Kolenikov
> http://stas.kolenikov.name
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
